Work

Vector Autoregressive Models for Multivariate Time Series

Year: 2003

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-0-387-21763-5_11

Authors: Eric Zivot, Jiahui Wang

Institution: University of Washington

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W20141250

FWCI:

Cites: 27

Cited by: 343

Related to: 10